JOB DETAILS

Job Function:

• Analyze firm portfolios to identify market risks and performance drivers; expand the current risk infrastructure to facilitate efficient risk management and ensure comprehensive coverage of firm risk exposures.
• Support senior risk managers and colleagues on topics such as risk limit usage, firm and portfolio risk exposures, tail risks, and forward-looking risk events.
• Demonstrate a strong understanding of foundational market risk management concepts such as model Greeks, historical stress testing, value-at-risk, liquidity measurement.
• Help design and prototype risk analytics and reports for portfolios of diverse products and strategies.
• Collaborate closely with the technology team to deploy prototypes to production; continuously enhance reports and systems areas when necessary.
• Work with other groups (Operations, Finance, Treasury, Compliance) to strengthen data integration, develop firm reports, and to produce collaborative analysis for management.
• Evaluate reference data and vendor analytics packages; work to integrate them into the risk system. Remediate data issues, QA new features and isolate issues in existing risk system in conjunction with risk technology.  

Job Requirements:  

• 3+ years of work experience in market risk or trading in Macro, Fixed Income, Fx, Credit
• Solid product knowledge & analytical rigor in terms of pricing models, risk sensitivities and best practices for risk aggregation in a portfolio context
• Bachelor degree with a strong academic record. An advanced STEM degree advantaged
• Expertise working with large data sets & databases is required
• High proficiency in SQL, Python a must; MATLAB, R desirable
• Experience with MSCI/RiskMetrics & other market risk platforms in a production environment critical
• Essential experience with pricing functions packages (i.e., FinCad, QuantLib).
• Strong communication skills with prior experience interacting with Risk Managers, Senior Management and Back-office personnel.
• The ability to multi-task while also having the ability to work well within a team to deliver on deadlines in a fast-paced environment
• Professionalism & integrity are paramount characteristics

Disclosure:  The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment.  All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.

#LI-BH1

13934